Sergio Louro Borges

Federal University of Minas Gerais (UFMG) - Center for Post Graduation and Research in Administration (CEPEAD)

Rua Curitiba 832 11┬║ And Centro

Belo Horizonte , MG 30120170

Brazil

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Scholarly Papers (1)

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Portfolio Evaluation of Volatility Timing and Reward to Risk Timing Investment Strategies: The Brazilian Case

Revista de Finan├žas Aplicadas, v. 7, n. 2, p. 1-19, 2016.
Number of pages: 19 Posted: 06 Mar 2018
Federal University of Minas Gerais (UFMG) - Center for Post Graduation and Research in Administration (CEPEAD), Federal University of Minas Gerais (UFMG) - Cioncias Economicas and Federal University of Minas Gerais (UFMG) - Center for Post Graduation and Research in Administration (CEPEAD)
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Abstract:

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Portfolio selection, Volatility Timing, Reward to Risk Timing